Integration on Fuzzy Sets*
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1 ADVANCES IN APPLIED MATHEMATICS 3, (1982) Integration on Fuzzy Sets* MADAN L. PURI Department of Mathematics, Indiana University, Bloomington, Indiana AND DAN A. RALESCU Department of Mathematics, University of Cincinnati, Cincinnati, Ohio In this paper we define the integral of a function on a fuzzy set. Such an integral generalizes the integral over ordinary (nonfuzzy) sets. Some of the basic properties of this integral are stated. The main result shows that under suitable hypotheses, the integral on a fuzzy set equals the integral over some level set. Some applications are indicated. l. INTRODUCTION The concept of fuzzy set as introduced by Zadeh [7] was proved to be useful in modelling inexact systems [2], where subjective judgments and the nonstatistical nature of inexactness make classical methods of probability theory unsuitable. The concept of fuzzy integral as developed in [5] and [3] has been used in the problems of optimization with inexact constraints [6, 4]. In this paper we define the integral of a (measurable) function over a fuzzy set. The measure with respect to which this integral is defined is a classical measure. Throughout this paper, (X, d~,/~) will denote a measure space consisting of a set X, a o-algebra ~ of subsets of X, and a positive measure/~ on ft.. If f- X---, [0, o ] is a positive extended real-valued measurable function, we denote the integral of f w.r.t./~ by fxfdtt. Also fafd~ = fxfxadl ~, where XA is the indicator (characteristic) function of A ~ d~. A fuzzy subset of X (or fuzzy set) is a function u: X ---, [0, 1]. Let F(X) denote the set of all fuzzy subsets of X. It is well known [2] that F(X) is a *Research supported by the National Science Foundation Grant IST /82/ /0 Copyright 1982 by Academic Press, Inc. All fights of reproduction in any form reserved. 430
2 INTEGRATION ON FUZZY SETS 431 completely distributive lattice with operations (u V v)(x) = max[u(x), v(x)], (u/x v)(x) = min[u(x), v(x)], u, v ~ F(X). These operations generalize the union and intersection of classical subsets of X (i.e., characteristic function X: X ~ (0, 1)). A fuzzy set u ~ F(X) is called measurable if, for any a ~ [0, 1], the a-level set L,~(u) = (x ~ X: u(x) >1 a) ~ ~. Let f: X --* [0, ~] be a measurable function, and let u ~ Fm(X ), where F~(X) c F(X) is the set of all measurable fuzzy subsets of X. DEFINITION. The integral of f over u (with respect to ~t) denoted by Lf is ix/ u There are two reasons for defining the integral on a fuzzy set in this manner: (i) If u = XA is a characteristic function of a (nonfuzzy) measurable set A, then fxa f d/~ = faf d~. Thus the integral on a fuzzy set generalizes the integral on a classical set. (ii) Let us denote v(a) = fafdl~, A ~ ~. Then, it is well known that v is a positive measure. Furthermore, if g: X ~ [0, ~] is measurable, the integral of g with respect to v is given by fig dv = fig "f d~. Now if we take g = u ~ Fm(X ), then f, f dl~ = fx u dv and fx u dv "generalizes" v(a) (i.e., if u = XA, then ]xxa dv = v(a)). We may also think of fx u dv as the extension of v to Fm(X ). This gives rise to the possibility of "measuring" fuzzy sets. The following proposition sums up some of the basic properties of the integral defined above. PROPOSITION. Let u, v ~ Fm( X), A E ~, and let a >~ O, fl >~ 0 be real numbers. Then (a) u ~< v ~ ~fd~ ~< fv fd/~, Vv (d) f xadll = faudl~. Proof Trivial. (Note that u/x v = 0 means that u and v are disjoint fuzzy sets).
3 432 PURI AND RALESCU The integral over a fuzzy set makes sense even if the function f is not positive. Indeed, we may take a function f ~ L1(/~) and define f~fdl~ = fxf u d/z. The last integral makes sense since 0 ~< u ~< 1. Obviouslyf ~ /~fdl~ is a linear functional for fixed u. 2. THE MAIN RESULT For u ~ F,,(X), let us denote L,(u) -= (x ~ X: u(x) > a), the a-level sets of u for a ~ [0, 1]. The following problem arises in a natural way: Is there any relationship between f~f d# and fl.(u)f d~ for some a? We shall prove that under suitable assumptions on f and u, the answer is in the affirmative Precisely, we show that f~fd# = fl~(~)fdt~ for some a ~ (0, 1). (Intuitively speaking, even though inexactness is involved in /~fdtl through u, we can restrict our attention to a suitable "threshold" a.) Let f: X ~ [0, o ) be measurable Let u ~ F,,(X) and suppose measure/~ is (r-finite. THEOREM 2.1 If f = 0 a.e. Ix on (x ~ X: u(x) = a) for any a ~ (0, 1), then there exists an ff ~ (0, 1) such that f~f dlz = fl~(~)f dl~. Proof Set v(a) = fafdl~, A ~ ~. Obviously v is a positive measure on ~. If g: X ---) [0, oo) is measurable, then fxg dv = fxgf db t- Thus (2.,) Since u >/0, we may write fxud = f0' (Lo(u)) d., (2.2) where da is the Lebesgue measure on [0, 1]. This follows from the Fubini theorem (since f is finite and t* is o-finite, and so v is also (r-finite). Consider now the function M(a) = v(l,(u)) and assume for the moment that M is continuous on (0, 1). Then using the mean-value theorem [1], we find that there exists an ff ~ (0, 1) such that ~1 v(l,(u)) da = f0l/( ) d : i([~) = p(lff(u)) :fla(u) f dlz. (2.3) Equations (2.1), (2.2) and (2.3) yield the desired result. The only point to show is that M(a) is indeed continuous on (0, l).
4 INTEGRATION ON FUZZY SETS 433 By definition, M is nondecreasing, and so the left-hand and the right-hand limits viz. lim~_~om(a) and lim~_~gm(a) exist and are finite. In fact, M is always left-continuous. Indeed, let us take a 0 ~ (0, 1) and (%, n >/ 1) a sequence increasing to %. Then, L,,(u)~ L~(u)~..- and L~o(U)= (~ ~= 1L~,(u). Consequently, M(ao)=l,(L~o(u))= lim p(l~(u))= limm(a~). We now show that iff = 0 a.e. /~ on (x ~ X: u(x) = a), then M is also right continuous. Take a0 ~ (0, 1) and {a,,, n >~ 1) a sequence decreasing to %. Then L~(u) c L~(u) c... and U,~=lL~,(u) = {x ~ X: u(x) > ao). It follows that lim u(l,~ (u)) n ---~ O0 =.(x ~ x: u(x) > ~o) = f fd. "(x: u(x)> ao) = - = oo, o/d,, (2.4) since f-- 0 a.e./~ on u-l(a0). The proof follows. We now find a condition for the fuzzy set u, such that for any measurable and positive f, we have fufdl~ = fl~(u~fdt~ for some ff ~ (0, 1). Note that in general depends on f. It turns out that such a condition in fact characterizes the class of fuzzy sets for which the above result is true. We have the following theorem. THEOREM 2.2. equivalent: Let u ~ Fm( X ) and I~ be o-finite. Then the following are (i) IL(X ~ X: u(x) = a) = 0 for any a ~ (0, 1). (ii) For any measurable and positive f, there exists an ff ~ (0, 1) such that f~f dl~ = fl~o,)f dl~. Proof Using Theorem 2.1, it follows that (i) ~ (ii). We now prove that (ii) ~ (i). Take f = X(~=~ for a fixed a ~ (0, 1). Then X(.=.~dt~=fL~(.)X(.=.,dt~ for some ff = if(a) ~ (0, 1). Consequently, = a ~(u = a).
5 434 PURl AND RALESCU If we assume a >~ ~, then al~(u = a)= I~(u = a)~ and since a :~ 1, this implies ~(u = a) = O. If a < ~, then ct - bt(u = a) = O, and so/~(u = a) = O, since a :~ O. Thus /z(u-t(a)) = 0 for any a ~ (0, 1). The proof follows. 3. CONCLUDING REMARKS (i) The integral over a fuzzy set can be used to define the area of a fuzzy set. Let u: X ~ [0, 1 ] be a fuzzy set. Then its measure is given by/~ (u) = fu d/z = fxud~t. (This definition is related to an extension of a probability measure to fuzzy sets as in Zadeh [8]). By Theorem 2.2, if /~(x ~ X: u(x) = a) = 0 Va ~ (0, 1), then/~(u) = iz(la(u)) for some ~ ~ (0, 1). (ii) The integral over a fuzzy set can also be used in some other problems of practical interest. Consider for example a control problem where often we are faced with a mixture of fuzziness and randomness. A system modelling a physical process may be deterministic while in choosing the initial time t o and/or the final time tf some subjectivity is involved. Suppose, also, that a performance function b(x(t), u(t), t) is given, where x(t) is the state of the system at time t and u(t) is the input at time t. Due to the inexactness involved in this process, the time interval is no more [to, tf], but a fuzzy subset ~ of [0, oe). The optimization problem consists in finding u(t) which maximizes f~sd~(x(t), u(t),t)dt, where dt is the Lebesgue measure in [0, oc). The integral over a fuzzy set as defined above, and Theorems 2.1 and 2.2 are useful in solving such a fuzzy control problem. REFERENCES 1. E. HEWITT AND K. STROMBERG, "Real and Abstract Analysis," Springer-Verlag, New York, C. V. NEGOITA AND D. A. RALESCU, "Applications of Fuzzy Sets to Systems Analysis," Wiley. New York, D. RALESCU AND G. ADAMS, The fuzzy integral, J. Math. Anal. Appl. 75 (1980), D. RALESCU, Toward a general theory of fuzzy variables, J. Math. Anal. Appl., 86 (1982), M. SUGENO, "Theory of Fuzzy Integral and Its Applications," Ph.D. Dissertation, Tokyo Institute of Technology. 6. H. TANAKA, T. OKUDA, AND K. ASAI, On fuzzy mathematical programming, J. Cybernet. 3 (1974), L. A ZADEH, Fuzzy sets, Inform. Contr. 8 (1965), L. A. ZADEH, Probability measures of fuzzy events, J. Math. Anal. Appl. 23 (1968),
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